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Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
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An analysis of portfolio selection with background risk
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of banking & finance 34 (2010) 12, pp. 3055-3060
Persistent link: https://www.econbiz.de/10008901300
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International portfolio selection with exchange rate risk : a behavioural portfolio theory perspective
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: Journal of banking & finance 37 (2013) 2, pp. 648-659
Persistent link: https://www.econbiz.de/10009705608
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing; Jin, Zeyu; An, Yunbi - In: Journal of banking & finance 79 (2017), pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698